+732.7%
CLS vs FLEX
+254.3%
+478.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -3.1% |
| 7D | -22.2% | -19.3% | -2.8% | -8.1% |
| 30D | -44.4% | -41.5% | -2.8% | -16.2% |
| 3M | -34.3% | -43.1% | +8.8% | +1.3% |
| 6M | -50.1% | -48.2% | -1.9% | -19.3% |
| YTD | -30.1% | +15.5% | -45.6% | -53.3% |
| 1Y | -39.3% | +10.2% | -49.6% | -56.9% |
| 3Y | +732.7% | +256.8% | +475.9% | +147.3% |
| All | +732.7% | +254.3% | +478.4% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLEX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling